Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -817124.8888 | -178629.932 | -638494.9568 | -97932.9582 | 937979.6278 | -1035912.586 |
Total P&L (%) | -817.1249 | -178.6299 | -638.495 | -97.933 | 937.9796 | -1035.9126 |
Avg Daily Profit (%) | -0.5523 | -0.1207 | -0.4316 | -0.2618 | 0.1583 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -960229 | -255733 | -719814 | -1197770 | -115028 | -1394641 |
Profit Factor | 0.5517 | 0.7137 | 0.4675 | 0.9571 | 3.4364 | 0.4535 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 199 | 90 | 109 | 171 | 85 | 86 |
Losing Trades | 78 | 48 | 30 | 106 | 53 | 53 |
Profitability (%) | 71.8412 | 65.2174 | 78.4173 | 61.7329 | 61.5942 | 61.8705 |
Ratio Avg Win / Avg Loss | 0.2163 | 0.3806 | 0.1287 | 0.5933 | 2.1427 | 0.2795 |
Largest Winning Trade | 36273 | 30859 | 36273 | 312919 | 244205 | 312919 |
Largest Losing Trade | -532758 | -34616 | -532758 | -1197770 | -41998 | -1197770 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 11 | 10 | 12 | 17 | 18 | 15 |
Avg Bars in Losers | 43 | 46 | 39 | 25 | 28 | 22 |
Bars Traded | 5704 | 3133 | 2571 | 5704 | 3133 | 2571 |
Profit Streak | 41.9496 | 41.9496 | 70.1996 | 41.9496 | 41.9496 | 70.1996 |
Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574472 | -577147 | -575118 | -575783 | 626914 | -577540 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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